Options on Average One-Day Interbank Deposit Rate | B3

Options on Average One-Day Interbank Deposit Rate

  • UnderlyingThe Average One-Day Interbank Deposit Rate Index (IDI).
    TickerIDI
    Option styleEuropean.
    Contract sizeValue of index times BRL1.00.
    QuotationOption premium expressed in points of IDI.
    Tick size0.01 of an index point.
    Round-lot1 contract.
    Last trading dayLast trading day preceding the expiration date.
    Expiration date1st business day of the contract month.
    Contract monthsAll months.
    Option exerciseOn the expiration date, the option exercise is performed automatically by B3, according to the contract conditions.